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Nonparametric Regression in the Presence of Correlated Errors

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  • Opsomer, J. D.

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  • Opsomer, J. D., 1997. "Nonparametric Regression in the Presence of Correlated Errors," Staff General Research Papers Archive 1144, Iowa State University, Department of Economics.
    • Handle: RePEc:isu:genres:1144
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    Cited by:

    1. Giordano, F. & Parrella, M.L., 2008. "Neural networks for bandwidth selection in local linear regression of time series," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2435-2450, January.
    2. Yuanhua Feng & Thomas Gries, 2017. "Data-driven local polynomial for the trend and its derivatives in economic time series," Working Papers CIE 102, Paderborn University, CIE Center for International Economics.

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